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public-py

Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)

py_heston_1

just another repository

py_sabr

SABR model Python implementation

py_slv

py_vollib

pyqtlib

pystochasticvolatility

This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.

python-binance

Binance Exchange API python implementation for automated trading

python-for-finance

Python for Finance module for Imperial MSc in Mathematics and Finance

python-numeric_method

수치해석학 코드- Local vol 구현, ELS Pricing and Hedge, Simulation

pyvwaptradingsignalsystem

A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal

qff-cpp-sofr

QuantFinanceFramework (QFF) is a free/open-source framework written in C++ for modeling, pricing, and risk management

ql_autocallable_memory_coupon_note

ql_bondoption

ql_ficc_els_python

ql_tarn_py

qlextension-cpp

A quantitative library based on QuantLib

qlficc-lsmc

qlficc_svi_fxtarf_fss_mpi_mp

Example computational finance codes for compilation on the Intel Xeon Phi (KNL and KNC) and Intel Xeon many-core x86 CPU

qlpiecewisebuilder

QuantLib bootstrapper

qlquantoficc

ref

quantcpp_xlsx_replicate

C Language Derivative Pricing Tools

quantext-fxvannavolga

QuantLib Extention cmake support(from OpenSourceRisk/Engine)

quantfinancebook_lecture

Quantitative Finance book

quantitativefinance-cpp

quantlib

quantlib-library-example-snippets

In this repository, a selection of code snippets that run various financial calculations using the QuantLib library in C++. The examples include bond analytics and option pricing.

quantlib-loanpricer

quantlibbox

quantlibbridge